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Keven Bluteau

Department of Finance (from arXiv:2405.10449, 2024) · ORCID · OpenAlex

17 papers in scope · 17 published · 1 on the econ.EM arXiv · 1,492 citations · h-index 9 (over the papers listed here)

Papers

(1 of 17)

Optimal text-based time-series indices
published2025 · International Journal of Forecasting · first circulated 2024
with David Ardia
Paper profile International Journal of Forecasting arXiv:2405.10449
Twitter and cryptocurrency pump-and-dumps
published2024 · International Review of Financial Analysis · 10 citations · first circulated 2023
with David Ardia
International Review of Financial Analysis
Thirty years of academic finance
published2023 · Journal of Economic Surveys · 9 citations · first circulated 2021
with David Ardia, Mohammad-Abbas Meghani, Mohammad Abbas Meghani
Journal of Economic Surveys
Factor exposure heterogeneity in green and brown stocks
published2023 · Finance research letters · 9 citations
with David Ardia, Gabriel Lortie-Cloutier, Thien Duy Tran, Thien-Duy Tran
Finance research letters
Climate Change Concerns and the Performance of Green vs. Brown Stocks
published2022 · Management Science · 603 citations · first circulated 2020
with David Ardia, Kris Boudt, Koen Inghelbrecht
Management Science
How easy is it for investment managers to deploy their talent in green and brown stocks?
published2022 · Finance research letters · 6 citations
with David Ardia, Thien Duy Tran
Finance research letters
Media abnormal tone, earnings announcements, and the stock market
published2021 · Journal of Financial Markets · 27 citations
with David Ardia, Kris Boudt
Journal of Financial Markets
A century of Economic Policy Uncertainty through the French–Canadian lens
published2021 · Economics Letters · 7 citations
with David Ardia, Alaa Kassem
Economics Letters
The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment
published2021 · Journal of Statistical Software · 25 citations · first circulated 2017
with David Ardia, Samuel Borms, Kris Boudt
Journal of Statistical Software
ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS
published2020 · Journal of Economic Surveys · 139 citations · first circulated 2019
with Andres Algaba, David Ardia, Samuel Borms, Kris Boudt
Journal of Economic Surveys
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values
published2019 · International Journal of Forecasting · 87 citations
with David Ardia, Kris Boudt
International Journal of Forecasting
Markov-Switching GARCH Models in R : The MSGARCH Package
published2019 · Journal of Statistical Software · 107 citations · first circulated 2016
with David Ardia, Kris Boudt, Leopoldo Catania, Denis-Alexandre Trottier
Journal of Statistical Software
Forecasting risk with Markov-switching GARCH models:A large-scale performance study
published2018 · International Journal of Forecasting · 164 citations · first circulated 2017
with David Ardia, Kris Boudt, Leopoldo Catania
International Journal of Forecasting
Regime changes in Bitcoin GARCH volatility dynamics
published2018 · Finance research letters · 293 citations
with David Ardia, Maxime Rüede
Finance research letters
Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation
published2018 · Journal of Time Series Econometrics · 2 citations
with David Ardia, Lennart F. Hoogerheide
Journal of Time Series Econometrics
nse: Computation of Numerical Standard Errors in R
published2017 · The Journal of Open Source Software · 4 citations
with David Ardia
The Journal of Open Source Software
Stress-Testing With Parametric Models and Fully Flexible Probabilities
published2017 · Wilmott
with David Ardia
Wilmott

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.